Jude Law and Catherine Zeta-Jones both play psychiatrists in the thriller Side Effects, and co-star Channing Tatum says they were naturals—always analyzing him when the cameras were off. “I think they do it when I’m hanging out with them, and that’s what’s scary,” Tatum told VF Daily at the Cinema Society premiere of the film on Thursday evening. “I just want to be, like, cool around them,” he added, laughing.

Zeta-Jones denied that, and says she could never actually be a therapist. “I don’t think I’d be able to leave things at the office! I’m the kind of person that would be thinking about them for days after,” she told us. “I think as a doctor, not just a psychiatrist, that it must be really hard to leave your work at the office and not take it into your life.”

Rooney Mara, whose character is very dark, prepared for the role by watching online video of those with mental-health issues: “I talked to a few different doctors, and we went to Bellevue, and [screenwriter] Scott [Burns] sent me all these YouTube video diaries of people suffering from depression, and that was really helpful,” she said. “And then I read a bunch of different books that they told me to read, and watched films.” All this homework, she conceded, was very intense. And really sad.

The twisty-turny thriller itself deals with melancholy, and there was indeed a tinge of sadness under the celebratory mood, with the realization that this would be director Soderbergh’s last big studio premiere. He recently confirmed—after earlier announcements—that he is leaving the movie business for good, and that Side Effects will be his last film.

Soderbergh held court at the back of the Stone Rose Lounge with stars like Matt Damon and Mara, in front of the tall windows overlooking Central Park. Those involved in Side Effects and in previous Soderbergh projects expressed their regret at the news: screenwriter Burns, who has worked with the director for 10 years, called it “bittersweet.” “We really like this movie, and we feel like, you know, if this is the last movie we make, we feel pretty good about the work that we did together,” he told VF Daily at the party, hosted by Michael Kors.

The movie was actress Vinessa Shaw’s second project with Soderbergh. “I’m upset,” she said. “I think we’re going to miss a great filmmaker. It’ll be a big hole in Hollywood, now that he’s leaving.”

“I’m just devastated,” echoed Zeta-Jones. “Because any actress or actor who has never worked with him, it’s a real shame, because it’s a treat. It’s how filmmaking should be, from top to bottom.”

Mara takes him at his word that he won’t make another movie, but is also interested to see what Soderbergh will do in the future. “I think Steven is a very thoughtful person, and I don’t think he says things that he doesn’t mean, and I don’t think he says things lightly, so I think he’s put a lot of thought into his decision,” Mara told us. “I’m excited to see what he does in the next phase of his life. I think he’s talented in so many different ways, and I’m excited to see what he does.”

Channing Tatum says he’s learned a lot from Soderbergh over the three films they’ve done together. “It’s sad that he’s not going to make any more, because I want to learn more. But I’m glad that he’s going to go on and do something that he really loves, and wants to do,” he said.

The movie’s producer Lorenzo di Bonaventura, who has done five movies with Soderbergh, holds out very slight hope that the director could be enticed back to film, particularly if the medium adapts to support his vision of what narrative should be. But it won’t be easy: “I think it’s a great shame if he doesn’t come back,” he says. “I know there will be several people trying to lure him back, but I suspect it’ll take a while—if anyone is ever going to succeed.”